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Mesaieed Petrochemical Hold Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:15.72% (-0.12%)
Analysis last updated: Friday, February 6, 2026 at 10:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mesaieed Petrochemical Hold S0GARCH
paramt-stat
ω1.34482.53
α0.15344.61
β0.654410.41
γ10.45830.58
γ2-0.5998-0.50
γ30.27660.37
γ4-0.1348-0.26
γ5-0.3575-1.01
γ60.85692.80
γ7-0.8583-2.95
γ80.39421.19
γ90.05440.19
Estimation Period:
Mar 3, 2014 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts